Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes

DOI10.1214/aos/1176345984zbMath0512.62090OpenAlexW4252873880MaRDI QIDQ1050060

Murray Rosenblatt, Keh-Shin Lii

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345984

zbMATH Keywords

asymptoticsdeconvolutioncomputational examplesbispectrumestimation of transfer function phasenon Gaussian linear processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03) Nonparametric inference (62G99)

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